S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:23.15% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 19.31 | |
| 0.0582 | 24.60 | |
| 0.9451 | 655.39 | |
| -0.0250 | -6.70 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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